The second Vienna Congress on Mathematical Finance will be held from September 9-11, 2019, once again at the new campus of WU Vienna. The conference will bring together leading experts from various fields of Mathematical Finance such as:
- Computational Methods and Machine Learning
- Credit Risk and Systemic Risk
- Limit Order Book and High Frequency Trading
- Markets with Frictions and Large Trader Models
- New Financial Markets (Cryptocurrencies, Electricity, Energy, Securitization)
- Risk Measures and Optimization (Portfolio Optimisation, Risk Allocation, Risk Aggregation)
- Robust Finance
- Stochastic and Rough Volatility
The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program.
The conference is followed by a two-day Educational Workshop on September 12 and 13, 2019, with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists.
The VCMF 2019 follows the successful previous edition, VCMF 2016, with 240 attendees, 83 talks and 28 poster presentations.
Early registration is possible until June 30, 2019.
Standard registration is possible until August 15, 2019.
CPD - Continuing Professional Development
VCMF 2019 is accredeted by the AVÖ - Actuarial Association of Austria (conference 18 CPD points, educational workshop 12 CPD points)
Vienna Congress on Mathematical Finance
Monday, September 9 - Wednesday, September 11, 2019
VCMF Educational Workshop
Thursday, September 12 - Friday, September 13, 2019
WU Vienna - Vienna University of Economics and Business
Welthandelsplatz 1, 1020 Vienna/Wien, Austria
Previous VCMF Conference: [VCMF 2016]